Quadratically Converging Algorithms for it
نویسنده
چکیده
We present a quadratically converging algorithm for m based on a formula of Legendre's for complete elliptic integrals of modulus sin(w/12) and the arithmetic-geometric mean iteration of Gauss and Legendre. Precise asymptotics are provided which show this algorithm to be (marginally) the most efficient developed to date. As such it provides a natural computational check for the recent large-scale calculations of m. 1. The Algorithms. The arithmetic-geometric mean of Gauss and Legendre is defined, for k e (0,1], by (1) an+x = "2 ", bn + x = ]ja~X, cn+x = -(a„ b„) with a0:= 1, b0:= \1 k2 := k', c0:= k. The common limit of {a„} and {/>„} we call AGM(ri'). The remarkable utility of the above iteration stems from two observations. Firstly, 0 <K< bn + i <«„+! <a„ and cn+x = c2/4an+x, which show that both sequences converge quadratically. Secondly, their common limit can be expressed in terms of complete elliptic integrals of the first kind K:= K(k), that is, (2)-= f dt 2AGM(*') ~ h Jl-k2sm2t K. Complete elliptic integrals of the second kind E:=E(k):= P^Vl k2un21 dt can also be calculated from the arithmetic-geometric mean iteration. Precisely, (3) (K-E)/K=l/2(c2 + 2c2+ ••• +2"c„2 + •••). This powerful tool for computing elliptic integrals can be used to derive algorithms for 7T as follows. Let E' := E(k') and K':= K(k'). (These are the complete elliptic integrals in the conjugate modulus k' = vl k2.) Then, Legendre's formula relating these quantities is (4) EK' + E'K KK' = \ 77. Received May 24, 1983; revised January 23, 1984 and September 25, 1984. 1980 Mathematics Subject Classification. Primary 65D20, 65C25, 32A25, 10F05.
منابع مشابه
More Quadratically Converging Algorithms for $\pi$
We present a quadratically converging algorithm for or based on a formula of Legendre's for complete elliptic integrals of modulus sin(7r/12) and the arithmetic-geometric mean iteration of Gauss and Legendre. Precise asymptotics are provided which show this algorithm to be (marginally) the most efficient developed to date. As such it provides a natural computational check for the recent large-s...
متن کاملGlobal Approximate Newton Methods
We derive a class of globally convergent and quadratically converging algorithms for a system of nonlinear equations g(u) = 0, where g is a sufficiently smooth homeomorphism. Particular attention is directed to key parameters which control the iteration. Several examples are given that have successful in solving the coupled nonlinear PDEs which arise in semiconductor device modelling. AMS subje...
متن کاملA Quadratically Converging Algorithm of Multidimensional Scaling
Multidimensional scaling (MDS) is well known technique for analysis of multidimensional data. The most important part of implementation of MDS is minimization of STRESS function. The convergence rate of known local minimization algorithms of STRESS function is no better than superlinear. The regularization of the minimization problem is proposed which enables the minimization of STRESS by means...
متن کاملQuadratically and Superlinearly Convergent Algorithms for the Solution of Inequality Constrained Minimization Problems 1
In this paper some Newton and quasi-Newton algorithms for the solution of inequality constrained minimization problems are considered. All the algorithms described produce sequences fx k g converging q-superlinearly to the solution. Furthermore , under mild assumptions, a q-quadratic convergence rate in x is also attained. Other features of these algorithms are that the solution of linear syste...
متن کاملApproximation of Solutions of the Forced Duffing Equation with Nonlocal Discontinuous Type Integral Boundary Conditions
Integral boundary conditions for evolution problems have various applications in chemical engineering, thermoelasticity, underground water flow and population dynamics, see for example [16, 17, 24]. In fact, boundary value problems involving integral boundary conditions have received considerable attention, see for instance, [3, 10], [12]–[15], [18, 19, 26] and the references therein. In a rece...
متن کامل